The supremum of a particular Gaussian field

DOI10.1214/AOP/1176993299zbMATH Open0541.60034OpenAlexW2100980453MaRDI QIDQ794337FDOQ794337

Authors Robert J. Adler

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993299

zbMATH Keywords

two-parameter, homogeneous Gaussian random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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(14)

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• On the estimation of the tail probability of the maximum of a Gaussian field
• On the comparison of the distribution of the supremum of random fields represented by stochastic integrals
• Probability tails of Gaussian extrema
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• Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
• Approximating probabilities of first passage in a particular gaussian process
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